PREVIEW / futures_5min / 2009-06-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-15.parquet
  size:    200 KB
  rows:    11,212

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-06-15 00:00:00	ES	Futures	902.2	902.44	901.96	902.44	194.0
2009-06-15 00:05:00	ES	Futures	902.44	902.44	901.96	901.96	44.0
2009-06-15 00:10:00	ES	Futures	902.2	902.44	901.96	902.44	42.0
2009-06-15 00:15:00	ES	Futures	902.2	902.44	901.96	902.2	101.0
2009-06-15 00:20:00	ES	Futures	902.44	902.44	901.96	902.2	91.0
2009-06-15 00:25:00	ES	Futures	902.2	902.44	902.2	902.44	104.0
2009-06-15 00:30:00	ES	Futures	902.2	902.44	902.2	902.44	52.0
2009-06-15 00:35:00	ES	Futures	902.44	902.44	902.2	902.44	80.0
2009-06-15 00:40:00	ES	Futures	902.44	902.44	902.2	902.44	17.0
2009-06-15 00:45:00	ES	Futures	902.2	902.44	902.2	902.44	50.0
2009-06-15 00:50:00	ES	Futures	902.44	902.68	902.2	902.68	37.0
2009-06-15 00:55:00	ES	Futures	902.68	902.92	902.44	902.44	101.0
2009-06-15 01:00:00	ES	Futures	902.68	902.68	902.2	902.2	99.0
2009-06-15 01:05:00	ES	Futures	902.2	902.68	902.2	902.44	67.0
2009-06-15 01:10:00	ES	Futures	902.44	902.44	902.44	902.44	16.0
2009-06-15 01:15:00	ES	Futures	902.44	902.68	902.44	902.68	25.0
2009-06-15 01:20:00	ES	Futures	902.44	902.68	902.44	902.68	134.0
2009-06-15 01:25:00	ES	Futures	902.68	902.68	902.68	902.68	35.0
2009-06-15 01:30:00	ES	Futures	902.92	902.92	902.68	902.68	219.0
2009-06-15 01:35:00	ES	Futures	902.68	902.92	902.68	902.68	55.0
2009-06-15 01:40:00	ES	Futures	902.68	902.92	902.68	902.68	205.0
2009-06-15 01:45:00	ES	Futures	902.68	902.68	902.2	902.2	137.0
2009-06-15 01:50:00	ES	Futures	902.44	902.44	902.2	902.2	102.0
2009-06-15 01:55:00	ES	Futures	902.44	902.44	901.96	902.2	189.0
2009-06-15 02:00:00	ES	Futures	902.44	902.44	901.24	901.72	605.0
2009-06-15 02:05:00	ES	Futures	901.48	901.72	900.51	900.75	876.0
2009-06-15 02:10:00	ES	Futures	900.75	901.0	900.51	901.0	383.0
2009-06-15 02:15:00	ES	Futures	901.0	901.24	900.27	901.24	899.0
2009-06-15 02:20:00	ES	Futures	901.0	901.24	899.79	899.79	1139.0
2009-06-15 02:25:00	ES	Futures	900.03	901.24	899.79	901.0	937.0
2009-06-15 02:30:00	ES	Futures	901.0	901.72	900.75	901.72	428.0
2009-06-15 02:35:00	ES	Futures	901.96	901.96	900.27	900.51	1497.0
2009-06-15 02:40:00	ES	Futures	900.51	900.75	899.79	900.03	354.0
2009-06-15 02:45:00	ES	Futures	900.27	900.51	900.03	900.51	162.0
2009-06-15 02:50:00	ES	Futures	900.51	900.51	899.79	899.79	364.0
2009-06-15 02:55:00	ES	Futures	900.03	900.03	899.55	899.79	427.0
2009-06-15 03:00:00	ES	Futures	899.79	899.79	898.83	899.31	2219.0
2009-06-15 03:05:00	ES	Futures	899.07	899.31	898.83	899.07	1717.0
2009-06-15 03:10:00	ES	Futures	899.07	899.31	898.58	898.83	1425.0
2009-06-15 03:15:00	ES	Futures	898.83	899.07	898.58	898.83	1029.0
2009-06-15 03:20:00	ES	Futures	898.58	899.07	898.58	899.07	1214.0
2009-06-15 03:25:00	ES	Futures	899.07	899.55	898.83	899.31	728.0
2009-06-15 03:30:00	ES	Futures	899.31	899.31	897.62	897.86	3259.0
2009-06-15 03:35:00	ES	Futures	897.86	897.86	896.65	897.62	3823.0
2009-06-15 03:40:00	ES	Futures	897.38	897.38	896.41	896.65	1572.0
2009-06-15 03:45:00	ES	Futures	896.65	896.9	895.69	896.17	3690.0
2009-06-15 03:50:00	ES	Futures	896.17	897.14	895.93	897.14	1656.0
2009-06-15 03:55:00	ES	Futures	897.14	897.38	896.41	896.65	584.0
2009-06-15 04:00:00	ES	Futures	896.41	896.65	896.17	896.65	679.0
2009-06-15 04:05:00	ES	Futures	896.41	897.14	896.41	896.65	910.0

> showing 50 of 11,212 rows — these rows as CSV

> unlock the full archive -- $79 one-time